Anic Equity¶

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Total return since start: 0.569 %¶

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Equity now: -----------------------------> 47940.88 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46545.93 Kr¶

PnL: ---------------------------------------> -342.64 Kr¶

DD now: ---------------------------------> -1.417 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-23 09:38:52.648201'

Anic Portfolio¶

Today¶

Return: 0.058 %¶

This Week¶

Return: 0.058 %¶

Total¶

Return: 56.946 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 2.480000 3224.000000 253.000000 8.520000 2971.000006
HEBA B 70 0.890000 2779.000000 143.000000 5.420000 2636.000010
Boozt 12 0.850000 1700.400000 46.400000 2.810000 1653.999996
Corem Property Group B 59 1.440000 622.450000 45.450000 7.880000 576.999999
AcadeMedia 12 0.930000 598.800000 41.800000 7.500000 557.000004
MedCap 2 3.820000 462.000000 41.000000 9.740000 421.000000
Samhällsbyggnadsbo. i Norden B 20 1.940000 388.000000 33.000000 9.300000 355.000000
SAAB B 8 -0.950000 3407.200000 30.200000 0.890000 3377.000000
Resurs Holding 22 0.260000 602.580000 28.580000 4.980000 573.999998
OEM International B 7 1.540000 554.400000 26.400000 5.000000 527.999997
FM Mattsson Mora Group B 50 -0.840000 2950.000000 23.000000 0.790000 2927.000000
HMS Networks 2 1.110000 692.400000 19.400000 2.880000 673.000000
Intrum 4 1.530000 544.200000 17.200000 3.260000 527.000000
Eastnine 4 -0.470000 506.400000 15.400000 3.140000 491.000000
Coor Service Management Hold. 8 1.940000 545.600000 13.600000 2.560000 532.000000
Norva24 Group 16 -0.860000 555.200000 12.200000 2.250000 543.000000
Fastighetsbolag. Emilshus Pref 21 -0.370000 564.900000 2.900000 0.520000 562.000005
Karnov Group 9 -0.500000 538.200000 2.200000 0.410000 536.000004
Swedbank A 3 -0.260000 565.800000 1.800000 0.320000 564.000000
Essity A 4 0.000000 1150.000000 1.000000 0.090000 1149.000000
CTEK 13 0.740000 533.910000 -0.090000 -0.020000 533.999999
Creaspac SPAC 6 -0.310000 576.000000 -1.000000 -0.170000 577.000002
Handelsbanken A 5 0.090000 544.500000 -1.500000 -0.270000 546.000000
Essity B 2 -0.870000 572.400000 -1.600000 -0.280000 574.000000
Samhällsbyggnadsbo. i Norden D 12 0.600000 242.400000 -3.600000 -1.460000 246.000000
Nordea Bank Abp 29 0.030000 3449.840000 -4.160000 -0.120000 3453.999992
Securitas B 6 0.170000 564.960000 -5.040000 -0.880000 570.000000
Sampo Oyj SDB 7 0.000000 3843.000000 -7.000000 -0.180000 3850.000000
Midsona B 63 1.350000 567.630000 -15.370000 -2.640000 582.999984
International Petroleum Corp. 5 2.100000 559.500000 -35.070000 -5.900000 594.565215
Vivesto 1368 -2.160000 544.460000 -68.540000 -11.180000 612.999432
Axfood 13 0.250000 3669.900000 -86.100000 -2.290000 3756.000001
OX2 18 -0.190000 1446.300000 -217.700000 -13.080000 1663.999992
Fasadgruppen Group 35 0.400000 3500.000000 -311.000000 -8.160000 3810.999990
Ovzon 52 3.430000 2979.600000 -382.400000 -11.370000 3361.999992
TOTAL 46545.930000 -342.640000 -1.41684% 46888.564618

Updated:¶

'2023-01-23 09:39:04.936979'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶